NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 03-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.450 |
63.500 |
-0.950 |
-1.5% |
64.150 |
High |
64.675 |
64.075 |
-0.600 |
-0.9% |
66.650 |
Low |
63.050 |
62.725 |
-0.325 |
-0.5% |
63.700 |
Close |
63.680 |
63.190 |
-0.490 |
-0.8% |
66.460 |
Range |
1.625 |
1.350 |
-0.275 |
-16.9% |
2.950 |
ATR |
1.620 |
1.600 |
-0.019 |
-1.2% |
0.000 |
Volume |
19,062 |
23,430 |
4,368 |
22.9% |
91,545 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.380 |
66.635 |
63.933 |
|
R3 |
66.030 |
65.285 |
63.561 |
|
R2 |
64.680 |
64.680 |
63.438 |
|
R1 |
63.935 |
63.935 |
63.314 |
63.633 |
PP |
63.330 |
63.330 |
63.330 |
63.179 |
S1 |
62.585 |
62.585 |
63.066 |
62.283 |
S2 |
61.980 |
61.980 |
62.943 |
|
S3 |
60.630 |
61.235 |
62.819 |
|
S4 |
59.280 |
59.885 |
62.448 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.453 |
73.407 |
68.083 |
|
R3 |
71.503 |
70.457 |
67.271 |
|
R2 |
68.553 |
68.553 |
67.001 |
|
R1 |
67.507 |
67.507 |
66.730 |
68.030 |
PP |
65.603 |
65.603 |
65.603 |
65.865 |
S1 |
64.557 |
64.557 |
66.190 |
65.080 |
S2 |
62.653 |
62.653 |
65.919 |
|
S3 |
59.703 |
61.607 |
65.649 |
|
S4 |
56.753 |
58.657 |
64.838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.650 |
62.725 |
3.925 |
6.2% |
1.615 |
2.6% |
12% |
False |
True |
19,189 |
10 |
66.650 |
62.625 |
4.025 |
6.4% |
1.720 |
2.7% |
14% |
False |
False |
18,347 |
20 |
67.050 |
62.625 |
4.425 |
7.0% |
1.601 |
2.5% |
13% |
False |
False |
10,632 |
40 |
68.200 |
60.250 |
7.950 |
12.6% |
1.494 |
2.4% |
37% |
False |
False |
5,545 |
60 |
68.200 |
59.500 |
8.700 |
13.8% |
1.359 |
2.2% |
42% |
False |
False |
3,706 |
80 |
68.200 |
53.100 |
15.100 |
23.9% |
1.176 |
1.9% |
67% |
False |
False |
2,780 |
100 |
68.200 |
53.100 |
15.100 |
23.9% |
0.967 |
1.5% |
67% |
False |
False |
2,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.813 |
2.618 |
67.609 |
1.618 |
66.259 |
1.000 |
65.425 |
0.618 |
64.909 |
HIGH |
64.075 |
0.618 |
63.559 |
0.500 |
63.400 |
0.382 |
63.241 |
LOW |
62.725 |
0.618 |
61.891 |
1.000 |
61.375 |
1.618 |
60.541 |
2.618 |
59.191 |
4.250 |
56.988 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.400 |
64.438 |
PP |
63.330 |
64.022 |
S1 |
63.260 |
63.606 |
|